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Calamos Evolving World Growth Fund Class I (CNWIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS1281191387
CUSIP128119138
IssuerCalamos
CategoryEmerging Markets Equities
Min. Investment$1,000,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Calamos Evolving World Growth Fund Class I has a high expense ratio of 1.05%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%1.05%

Share Price Chart


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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Calamos Evolving World Growth Fund Class I

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Calamos Evolving World Growth Fund Class I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
14.19%
17.08%
CNWIX (Calamos Evolving World Growth Fund Class I)
Benchmark (^GSPC)

S&P 500

Returns By Period

Calamos Evolving World Growth Fund Class I had a return of 4.00% year-to-date (YTD) and 6.68% in the last 12 months. Over the past 10 years, Calamos Evolving World Growth Fund Class I had an annualized return of 3.19%, while the S&P 500 had an annualized return of 10.50%, indicating that Calamos Evolving World Growth Fund Class I did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.00%5.90%
1 month-0.11%-1.28%
6 months12.36%15.51%
1 year6.68%21.68%
5 years (annualized)5.52%11.74%
10 years (annualized)3.19%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.90%5.60%1.88%
2023-4.33%-4.08%8.72%3.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CNWIX is 25, indicating that it is in the bottom 25% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CNWIX is 2525
Calamos Evolving World Growth Fund Class I(CNWIX)
The Sharpe Ratio Rank of CNWIX is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of CNWIX is 2626Sortino Ratio Rank
The Omega Ratio Rank of CNWIX is 2424Omega Ratio Rank
The Calmar Ratio Rank of CNWIX is 2222Calmar Ratio Rank
The Martin Ratio Rank of CNWIX is 2727Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Calamos Evolving World Growth Fund Class I (CNWIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CNWIX
Sharpe ratio
The chart of Sharpe ratio for CNWIX, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.000.49
Sortino ratio
The chart of Sortino ratio for CNWIX, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.0010.0012.000.80
Omega ratio
The chart of Omega ratio for CNWIX, currently valued at 1.09, compared to the broader market1.001.502.002.503.001.09
Calmar ratio
The chart of Calmar ratio for CNWIX, currently valued at 0.17, compared to the broader market0.002.004.006.008.0010.0012.000.17
Martin ratio
The chart of Martin ratio for CNWIX, currently valued at 1.40, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.40
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.62

Sharpe Ratio

The current Calamos Evolving World Growth Fund Class I Sharpe ratio is 0.49. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.49
1.89
CNWIX (Calamos Evolving World Growth Fund Class I)
Benchmark (^GSPC)

Dividends

Dividend History

Calamos Evolving World Growth Fund Class I granted a 0.52% dividend yield in the last twelve months. The annual payout for that period amounted to $0.09 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.09$0.09$0.15$0.59$0.46$0.16$0.00$0.06$0.00$0.05$0.37$0.05

Dividend yield

0.52%0.54%0.97%2.79%2.01%1.04%0.00%0.42%0.00%0.38%2.83%0.37%

Monthly Dividends

The table displays the monthly dividend distributions for Calamos Evolving World Growth Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37
2013$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-31.17%
-3.86%
CNWIX (Calamos Evolving World Growth Fund Class I)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Calamos Evolving World Growth Fund Class I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Calamos Evolving World Growth Fund Class I was 43.57%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Calamos Evolving World Growth Fund Class I drawdown is 31.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.57%Feb 17, 2021426Oct 24, 2022
-39.22%Aug 29, 200859Nov 20, 2008199Sep 8, 2009258
-30.89%Jan 29, 2018541Mar 23, 202071Jul 2, 2020612
-28.46%Jul 7, 2014405Feb 11, 2016392Aug 31, 2017797
-23.37%May 2, 2011108Oct 3, 2011671Jun 6, 2014779

Volatility

Volatility Chart

The current Calamos Evolving World Growth Fund Class I volatility is 4.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
4.09%
3.39%
CNWIX (Calamos Evolving World Growth Fund Class I)
Benchmark (^GSPC)